+73,909.7%
NVDA vs SPYG
+561.6%
+73,348.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | +3.8% | +1.2% | +2.6% | +2.0% |
| 30D | +0.8% | -1.6% | +2.3% | +3.5% |
| 3M | +8.2% | +3.4% | +4.8% | +3.2% |
| 6M | +27.1% | +18.9% | +8.2% | -2.0% |
| YTD | +21.2% | +13.8% | +7.4% | +0.3% |
| 1Y | +34.3% | +20.6% | +13.7% | +2.2% |
| 3Y | +396.3% | +100.5% | +295.7% | +90.5% |
| 5Y | +913.8% | +84.6% | +829.2% | +392.2% |
| 10Y | +14,572.5% | +410.8% | +14,161.7% | +1,754.8% |
| All | +73,909.7% | +561.6% | +73,348.0% | +5,225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling